Essec\Faculty\Model\Contribution {#2216
#_index: "academ_contributions"
#_id: "15106"
#_source: array:26 [
"id" => "15106"
"slug" => "note-on-a-barbours-paper-on-steins-method-for-diffusion-approximations"
"yearMonth" => "2017-04"
"year" => "2017"
"title" => "Note on A. Barbour’s paper on Stein’s method for diffusion approximations"
"description" => "KASPRZAK, M., DUNCAN, A.B. et VOLLMER, S.J. (2017). Note on A. Barbour’s paper on Stein’s method for diffusion approximations. <i>Electronic Communications in Probability</i>, 22, pp. 1-8."
"authors" => array:3 [
0 => array:3 [
"name" => "KASPRZAK Mikolaj"
"bid" => "B00820408"
"slug" => "kasprzak-mikolaj"
]
1 => array:1 [
"name" => "Duncan Andrew B."
]
2 => array:1 [
"name" => "Vollmer Sebastian J."
]
]
"ouvrage" => ""
"keywords" => array:3 [
0 => "diffusion approximations"
1 => "Donsker’s theorem"
2 => "Stein’s method"
]
"updatedAt" => "2024-10-31 13:51:19"
"publicationUrl" => "https://doi.org/10.1214/17-ECP54"
"publicationInfo" => array:3 [
"pages" => "1-8"
"volume" => "22"
"number" => null
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => """
In [2] foundations for diffusion approximation via Stein’s method are laid. This paper has been cited more than 130 times and is a cornerstone in the area of Stein’s method (see, for example, its use in [1] or [7]). A semigroup argument is used in [2] to solve a Stein equation for Gaussian diffusion approximation. We prove that, contrary to the claim in [2], the semigroup considered therein is not strongly continuous on the Banach space of continuous, real-valued functions on \n
D\n
[\n
0\n
,\n
1\n
]\n
growing slower than a cubic, equipped with an appropriate norm. We also provide a proof of the exact formulation of the solution to the Stein equation of interest, which does not require the aforementioned strong continuity. This shows that the main results of [2] hold true.
"""
"en" => """
In [2] foundations for diffusion approximation via Stein’s method are laid. This paper has been cited more than 130 times and is a cornerstone in the area of Stein’s method (see, for example, its use in [1] or [7]). A semigroup argument is used in [2] to solve a Stein equation for Gaussian diffusion approximation. We prove that, contrary to the claim in [2], the semigroup considered therein is not strongly continuous on the Banach space of continuous, real-valued functions on \n
D\n
[\n
0\n
,\n
1\n
]\n
growing slower than a cubic, equipped with an appropriate norm. We also provide a proof of the exact formulation of the solution to the Stein equation of interest, which does not require the aforementioned strong continuity. This shows that the main results of [2] hold true.
"""
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T13:21:47.000Z"
"docTitle" => "Note on A. Barbour’s paper on Stein’s method for diffusion approximations"
"docSurtitle" => "Journal articles"
"authorNames" => "<a href="/cv/kasprzak-mikolaj">KASPRZAK Mikolaj</a>, Duncan Andrew B., Vollmer Sebastian J."
"docDescription" => "<span class="document-property-authors">KASPRZAK Mikolaj, Duncan Andrew B., Vollmer Sebastian J.</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2017</span>"
"keywordList" => "<a href="#">diffusion approximations</a>, <a href="#">Donsker’s theorem</a>, <a href="#">Stein’s method</a>"
"docPreview" => "<b>Note on A. Barbour’s paper on Stein’s method for diffusion approximations</b><br><span>2017-04 | Journal articles </span>"
"docType" => "research"
"publicationLink" => "<a href="https://doi.org/10.1214/17-ECP54" target="_blank">Note on A. Barbour’s paper on Stein’s method for diffusion approximations</a>"
]
+lang: "en"
+"_type": "_doc"
+"_score": 8.957939
+"parent": null
}